+195.3%
KLAC vs PEP
-2.9%
+198.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -2.1% |
| 7D | +10.0% | +2.9% | +7.1% | +11.6% |
| 30D | -14.8% | +12.5% | -27.3% | -9.4% |
| 3M | -27.2% | +4.5% | -31.7% | -24.9% |
| 6M | -17.5% | -0.5% | -17.0% | -14.8% |
| YTD | +25.8% | +4.4% | +21.4% | +32.2% |
| 1Y | +31.8% | +4.4% | +27.5% | +38.5% |
| 3Y | +195.3% | -3.4% | +198.7% | +185.9% |
| All | +195.3% | -2.9% | +198.2% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling